Cialenco, Igor; Xu, Liaosha - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 819-866
We study the simple hypothesis testing problem for the drift coefficient for stochastic fractional heat equation driven by additive noise. We introduce the notion of asymptotically the most powerful test, and find explicit forms of such tests in two asymptotic regimes: large time asymptotics,...